| Trading Metrics calculated at close of trading on 09-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2015 |
09-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
4,152.25 |
4,232.25 |
80.00 |
1.9% |
4,216.00 |
| High |
4,242.75 |
4,252.50 |
9.75 |
0.2% |
4,252.50 |
| Low |
4,152.25 |
4,181.00 |
28.75 |
0.7% |
4,082.00 |
| Close |
4,232.25 |
4,200.75 |
-31.50 |
-0.7% |
4,200.75 |
| Range |
90.50 |
71.50 |
-19.00 |
-21.0% |
170.50 |
| ATR |
61.50 |
62.22 |
0.71 |
1.2% |
0.00 |
| Volume |
272,056 |
341,966 |
69,910 |
25.7% |
1,682,131 |
|
| Daily Pivots for day following 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,426.00 |
4,384.75 |
4,240.00 |
|
| R3 |
4,354.50 |
4,313.25 |
4,220.50 |
|
| R2 |
4,283.00 |
4,283.00 |
4,213.75 |
|
| R1 |
4,241.75 |
4,241.75 |
4,207.25 |
4,226.50 |
| PP |
4,211.50 |
4,211.50 |
4,211.50 |
4,203.75 |
| S1 |
4,170.25 |
4,170.25 |
4,194.25 |
4,155.00 |
| S2 |
4,140.00 |
4,140.00 |
4,187.75 |
|
| S3 |
4,068.50 |
4,098.75 |
4,181.00 |
|
| S4 |
3,997.00 |
4,027.25 |
4,161.50 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,690.00 |
4,615.75 |
4,294.50 |
|
| R3 |
4,519.50 |
4,445.25 |
4,247.75 |
|
| R2 |
4,349.00 |
4,349.00 |
4,232.00 |
|
| R1 |
4,274.75 |
4,274.75 |
4,216.50 |
4,226.50 |
| PP |
4,178.50 |
4,178.50 |
4,178.50 |
4,154.25 |
| S1 |
4,104.25 |
4,104.25 |
4,185.00 |
4,056.00 |
| S2 |
4,008.00 |
4,008.00 |
4,169.50 |
|
| S3 |
3,837.50 |
3,933.75 |
4,153.75 |
|
| S4 |
3,667.00 |
3,763.25 |
4,107.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,252.50 |
4,082.00 |
170.50 |
4.1% |
77.75 |
1.9% |
70% |
True |
False |
336,426 |
| 10 |
4,322.00 |
4,082.00 |
240.00 |
5.7% |
64.50 |
1.5% |
49% |
False |
False |
233,222 |
| 20 |
4,322.00 |
4,080.75 |
241.25 |
5.7% |
67.00 |
1.6% |
50% |
False |
False |
280,639 |
| 40 |
4,342.25 |
4,080.75 |
261.50 |
6.2% |
54.00 |
1.3% |
46% |
False |
False |
142,140 |
| 60 |
4,342.25 |
3,687.00 |
655.25 |
15.6% |
56.00 |
1.3% |
78% |
False |
False |
94,876 |
| 80 |
4,342.25 |
3,687.00 |
655.25 |
15.6% |
56.75 |
1.3% |
78% |
False |
False |
71,195 |
| 100 |
4,342.25 |
3,687.00 |
655.25 |
15.6% |
49.50 |
1.2% |
78% |
False |
False |
56,958 |
| 120 |
4,342.25 |
3,687.00 |
655.25 |
15.6% |
44.00 |
1.0% |
78% |
False |
False |
47,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,556.50 |
|
2.618 |
4,439.75 |
|
1.618 |
4,368.25 |
|
1.000 |
4,324.00 |
|
0.618 |
4,296.75 |
|
HIGH |
4,252.50 |
|
0.618 |
4,225.25 |
|
0.500 |
4,216.75 |
|
0.382 |
4,208.25 |
|
LOW |
4,181.00 |
|
0.618 |
4,136.75 |
|
1.000 |
4,109.50 |
|
1.618 |
4,065.25 |
|
2.618 |
3,993.75 |
|
4.250 |
3,877.00 |
|
|
| Fisher Pivots for day following 09-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
4,216.75 |
4,193.00 |
| PP |
4,211.50 |
4,185.25 |
| S1 |
4,206.00 |
4,177.50 |
|